Put 2 Tbsp. oil, onion and pepper in a large skillet; cook over medium heat, stirring occasionally, until onion is softened and golden, about 6 minutes. Add about half of spinach leaves and cook, tossing and adding more spinach by handfuls, until all spinach is wilted. Stir in feta.
Preheat oven to 350°F. Line a baking sheet with parchment paper or foil. Unroll bread dough on a work surface and cut into 4 equal pieces; place on baking sheet. Spoon equal portions of spinach mixture onto center of each piece of dough. Fold dough over filling to make triangles; crimp edges to seal pies. Slice a hole in top of each pie to let hot air escape while cooking; brush top lightly with remaining 1 Tbsp. oil.
Bake spinach pies until golden on top and bottom, 25 to 30 minutes. Let cool slightly before serving.